A general class of CUSUM statistics
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Cites work
- A CUSUM control chart for monitoring the variance when parameters are estimated
- Accurate tests and intervals based on linear cusum statistics
- Accurate tests and intervals based on multivariate CUSUM statistics
- Accurate tests and intervals based on nonlinear cusum statistics
- Asymptotics for products of sums and \(U\)-statistics
- Break detection for a class of nonlinear time series models
- Break detection in the covariance structure of multivariate time series models
- Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
- scientific article; zbMATH DE number 3858075 (Why is no real title available?)
- scientific article; zbMATH DE number 3876402 (Why is no real title available?)
- scientific article; zbMATH DE number 3940411 (Why is no real title available?)
- scientific article; zbMATH DE number 2042817 (Why is no real title available?)
- scientific article; zbMATH DE number 3273551 (Why is no real title available?)
- On the cusum of squares test for variance change in nonstationary and nonparametric time series models
- Optimization designs and performance comparison of two CUSUM schemes for monitoring process shifts in mean and variance
- Testing and Locating Variance Changepoints with Application to Stock Prices
- The distribution and quantiles of a function of parameter estimates
- Weighted-loss-function CUSUM chart for monitoring mean and variance of a production process
- Weighting cusums for increased power near the end points
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